← Takaisin listaan  ·  Selaa strategioita →  ·  Oppimiskeskus →

Trade: SXP/USDT/720/LINREG/HMA/2345

Strategy
SXP/USDT/720/LINREG/HMA/2345
Pair
SXP_USDT
Interval
12h
Score
358602
Daily Profit
0.199520
Profit Factor
1.296500
Profitability
55.932203
Streak
0.000000
Best Strategy
Training Data Length
1903.500000
Evaluation Time
2025-10-06 02:24
Expiration Time
2025-12-01 16:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 379787.0119 217554.5919 162232.42 -126286.9053 -30207.0187 -96079.8866
Total P&L (%) 379.787 217.5546 162.2324 -126.2869 -30.207 -96.0799
Avg Daily Profit (%) 0.1995 0.1143 0.0852 0 -0.0189 -0.17
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -213949 -151753 -120223 -821293 -621751 -344311
Profit Factor 1.2965 1.3568 1.2417 0.9394 0.9701 0.9105
Total Trades 236 118 118 236 118 118
Winning Trades 132 64 68 127 66 61
Losing Trades 104 54 50 109 52 57
Profitability (%) 55.9322 54.2373 57.6271 53.8136 55.9322 51.6949
Ratio Avg Win / Avg Loss 1.0215 1.1448 0.913 0.8062 0.7643 0.8508
Largest Winning Trade 71493 71493 50235 223516 223516 122397
Largest Losing Trade -104486 -31663 -104486 -295379 -231915 -295379
Avg Bars in Trades 15 15 15 15 15 15
Avg Bars in Winners 14 13 15 15 15 15
Avg Bars in Losers 17 18 16 15 15 15
Bars Traded 3715 1847 1868 3715 1847 1868
Profit Streak 0 0 0 35.9751 44.4751 35.9751
Trades During Streak 0 0 0 3 2 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 358602 -39399 -80081 -577332 -578984 -579977
Evaluation Data
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597968000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759706648039,
    "expiration_time": 1764599472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            379787.0119373615,
            217554.591923803,
            162232.4200135584,
            -126286.905274603,
            -30207.0186681966,
            -96079.8866064066
        ],
        [
            379.787012,
            217.554592,
            162.23242,
            -126.286905,
            -30.207019,
            -96.079887
        ],
        [
            0.19952,
            0.114292,
            0.085228,
            0,
            -0.018892,
            -0.170018
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -213949,
            -151753,
            -120223,
            -821293,
            -621751,
            -344311
        ],
        [
            1.2965,
            1.356761,
            1.241742,
            0.939359,
            0.97005,
            0.910535
        ],
        [
            236,
            118,
            118,
            236,
            118,
            118
        ],
        [
            132,
            64,
            68,
            127,
            66,
            61
        ],
        [
            104,
            54,
            50,
            109,
            52,
            57
        ],
        [
            55.932203,
            54.237288,
            57.627119,
            53.813559,
            55.932203,
            51.694915
        ],
        [
            1.021484,
            1.144767,
            0.913046,
            0.806221,
            0.764282,
            0.850828
        ],
        [
            71493,
            71493,
            50235,
            223516,
            223516,
            122397
        ],
        [
            -104486,
            -31663,
            -104486,
            -295379,
            -231915,
            -295379
        ],
        [
            15,
            15,
            15,
            15,
            15,
            15
        ],
        [
            14,
            13,
            15,
            15,
            15,
            15
        ],
        [
            17,
            18,
            16,
            15,
            15,
            15
        ],
        [
            3715,
            1847,
            1868,
            3715,
            1847,
            1868
        ],
        [
            0,
            0,
            0,
            35.975093,
            44.475093,
            35.975093
        ],
        [
            0,
            0,
            0,
            3,
            2,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            358602,
            -39399,
            -80081,
            -577332,
            -578984,
            -579977
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SXP_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3807,
    "evaluation_days": 1903.5,
    "actual_first_datapoint_time": 1595246400000,
    "first_datapoint_time": 1597968000000,
    "last_datapoint_time": 1759665600000,
    "evaluation_time": 1759706648039,
    "expiration_time": 1764599472000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 51,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 58,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)